One way exercise can protect against atherosclerosis (and therefore heart disease) is by increasing shear stress on the arterial walls, which causes the endothelium to become less permeable (less accepting of oxidized LDL particles) and produce more nitric oxide (a potent inhibitor of LDL oxidation). You can think of exercise, then, not just as training for your muscles, but also for your arterial walls. It’s enough of an inflammatory stressor to induce an adaptive response. Of course, too much shear stress can be too inflammatory and might actually cause atherosclerosis to progress.